This is a summary of links featured on Quantocracy on Thursday, 01/24/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
Right Now It s KDA Asset Allocation [QuantStrat TradeR]This post will introduce KDA Asset Allocation. KDA I.E. Kipnis Defensive Adaptive Asset Allocation is a combination of Wouter Kellers and TrendXplorers Defensive Asset Allocation, along with ReSolve Asset Managements Adaptive Asset Allocation. This is an asset allocation strategy with a profile unlike most tactical asset allocation strategies Ive seen before (namely, it barely
Algorithmically Detecting (and Trading) Technical Chart Patterns with Python [Alpaca]Defining Technical Chart Patterns Programmatically Ever wondered how to programmatically define technical patterns in price data? At the fundamental level, technical patterns come from local minimum and maximum points in price. From there, the technical patterns may be defined by relative comparisons in these min/max points. Lets see if we could have played this by algorithmically identifying
The Stay Rich Portfolio (or, How to Add 2% Yield to Your Savings Account) [Meb Faber]In 2012, Eike Batista had an estimated worth of more than $35 billion. The self-made Brazilian billionaire created an empire that stretched from mining to oil to public works. Many considered him the pride of Brazil. Barely two years later, he had lost all $35 billionand owed another $1.2 billion to creditors. How does this happen? How does a $35 billion portfolio evaporate practically